Share price$16.69
1D+5.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:06:46.472Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:07:48.876751037Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.07 | 171.1% | 72.9% | 13.32 | 120.0% | 24.8% |
| 25Δ | 24.25 | 135.5% | 49.7% | 14.07 | 121.9% | 22.0% |
| 30Δ | 24.26 | 165.0% | 52.2% | 14.82 | 123.7% | 19.2% |
| 35Δ | 22.32 | 142.4% | 40.8% | 15.60 | 127.4% | 17.2% |
| 40Δ | 20.37 | 119.8% | 29.4% | 16.39 | 131.6% | 15.4% |
| 45Δ | 18.43 | 97.2% | 17.9% | 17.18 | 135.8% | 13.7% |
| 50Δ | 17.27 | 84.4% | 11.6% | 17.85 | 133.0% | 11.8% |
| 55Δ | 16.83 | 80.6% | 10.0% | 18.45 | 125.2% | 9.9% |
| 60Δ | 16.39 | 76.8% | 8.3% | 19.05 | 117.4% | 8.0% |
| 65Δ | 15.96 | 72.9% | 6.7% | 19.65 | 109.7% | 6.0% |
| 70Δ | 15.52 | 69.1% | 5.0% | 21.86 | 133.6% | 5.4% |
| 75Δ | 15.08 | 65.3% | 3.4% | 24.79 | 156.2% | 4.8% |
| 80Δ | 13.86 | 91.0% | 3.2% | 26.81 | 154.5% | 3.5% |
No recorded observations